Notice bibliographique
- Notice
Type(s) de contenu et mode(s) de consultation : Texte noté : électronique
Titre(s) : Rethinking valuation and pricing models [Texte électronique] : lessons learned from the crisis and future challenges / edited by Carsten S. Wehn, Christian Hoppe, Greg N. Gregoriou
Publication : Oxford, UK : Elsevier/Academic Press, 2013
Description matérielle : 1 ressource dématérialisée
Note(s) : Includes bibliographical references and index
It is widely acknowledged that many financial modelling techniques failed during the
financial crisis, and in our post-crisis environment many techniques are being reconsidered.
This single volume provides a guide to lessons learned for practitioners and a reference
for academics. Including reviews of traditional approaches, real examples, and case
studies, contributors consider portfolio theory; methods for valuing equities and
equity derivatives, interest rate derivatives, and hybrid products; and techniques
for calculating risks and implementing investment strategies. Describing new approaches
without losing sight of their classical antecedents, this collection of original articles
presents a timely perspective on our post-crisis paradigm. This title: highlights
pre-crisis best classical practices, identifies post-crisis key issues, and examines
emerging approaches to solving those issues; singles out key factors one must consider
when valuing or calculating risks in the post-crisis environment; and, presents material
in a homogenous, practical, clear, and not overly technical manner
Autre(s) auteur(s) : Gregoriou, Greg N. (1956-....)
Wehn, Carsten S.. Fonction indéterminée
Hoppe, Christian. Fonction indéterminée
Sujet(s) : Évaluation -- Modèles économétriques
Prix -- Modèles économétriques
Indice(s) Dewey :
332.632 21 (23e éd.) = Actions (investissement) - Évaluation
Identifiants, prix et caractéristiques : ISBN 9780124158757
Identifiant de la notice : ark:/12148/cb44636282v
Notice n° :
FRBNF44636282
(notice reprise d'un réservoir extérieur)
Table des matières : "It is widely acknowledged that many financial modelling techniques failed during
the financial crisis, and in our post-crisis environment many techniques are being
reconsidered. This Single volume provides a guide to lessons learned for practitioners
and a reference for academics. Including reviews of traditional approaches, real examples,
and case studies, contributors consider portfolio theory; methods for valuing equities
and equity derivatives, interest rate derivatives, and hybrid products; and techniques
for calculating risks and implementing investment strategies. Describing new approaches
without losing sight of their classical antecedents, this collection of original articles
presents a timely perspective on our post-crisis paradigm."
